SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 03/24/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3900-4000 key April Range. Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3898 3905 389 13033 317 VIX Ref: 20.3 20.3 SG Gamma Index™: 0.12 0.69 -0.06 0.03 -0.09 Gamma Notional(MM): $-173 $-30 $-119 $2 $-535 SGI Imp. 1 Day Move: 0.89%, 35.0 pts Range: 3863.0 […]

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